We are always the blunt of jokes, the first to blame, and people hardly talk. .
I do remember exporting data the same way with SQL.0 so I am sure if you get on the machine actually hosting the database, it will be easy.
I think the same is true for 2005, but my version of 2005 was the one included with visual studio 2008 and I use mssql 2008 for the data. .